Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-11-30 9.721095 11.157145 12.702788 14.486510 16.484503 18.649730 21.169898
2025-12-07 7.706136 9.672465 11.952392 14.776520 18.164866 22.082691 26.937651
2025-12-14 6.482723 8.629451 11.241940 14.627775 18.869208 23.973868 30.545640
2025-12-21 5.326278 7.494673 10.255872 13.987315 18.849546 24.916701 32.998284
2025-12-28 4.835296 7.122811 10.145927 14.372201 20.055922 27.354459 37.340242
2026-01-04 4.386531 6.744167 9.969185 14.620348 21.057883 29.541082 41.429547
2026-01-11 3.900427 6.250741 9.574273 14.512194 21.535104 31.017294 44.606432
2026-01-18 3.478175 5.800033 9.188812 14.367055 21.921797 32.355042 47.619367
2026-01-25 3.155821 5.462757 8.930733 14.369716 22.492986 33.945209 51.017738
2026-02-01 2.903008 5.205678 8.764729 14.483713 23.212562 35.754411 54.775285
2026-02-08 2.632974 4.891793 8.481267 14.389647 23.602360 37.087745 57.884628
2026-02-15 2.388186 4.594047 8.195578 14.263712 23.922204 38.313852 60.864861
2026-02-22 2.208423 4.394483 8.058466 14.371802 24.619980 40.150477 64.855395
2026-03-01 2.098994 4.308629 8.101916 14.772501 25.794364 42.752708 70.094824
2026-03-08 1.899445 4.036984 7.805642 14.583787 26.003835 43.868772 73.098191
2026-03-15 1.652790 3.650056 7.275834 13.958749 25.458229 43.771268 74.208023
2026-03-22 1.580828 3.593426 7.327925 14.337922 26.589866 46.359233 79.596954
2026-03-29 1.496196 3.502620 7.309278 14.587378 27.508617 48.633464 84.559707
2026-04-05 1.372091 3.317872 7.100419 14.478789 27.802146 49.895106 87.933744
2026-04-12 1.255300 3.135785 6.881309 14.334171 28.019235 51.029931 91.129536
2026-04-19 1.165913 3.003255 6.747294 14.336744 28.490936 52.598573 95.079287
2026-04-26 1.095878 2.906223 6.675554 14.450543 29.162862 54.522826 99.673289
2026-05-03 1.010569 2.764979 6.502786 14.356654 29.447975 55.790901 103.201184